Tyler Beason

Investment Research · Multi-Asset & Risk · Quantitative Finance

Published Researcher · CFA Level III Candidate

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About

Quantitative finance researcher focused on what drives returns across equities, fixed income, and derivatives — pairing rigorous empirical methods with portfolio construction, risk management, and manager evaluation. Ph.D. in Finance from Arizona State University; formerly Assistant Professor of Finance at Virginia Tech (2021–2026).

Asset Pricing & Portfolio Construction
Tail Risk & Downside Protection
Macro-Driven Investment Strategies
Algorithmic Trading & Market Microstructure
Quantitative Modeling & Computational Finance

Insights

Dissecting the Equity Premium

with David Schreindorfer · Journal of Political Economy, 2022

Publisher SSRN Supplement

Additional working papers and publications on Google Scholar and SSRN.

Code

I build and maintain open source tools for quantitative finance, mostly in Julia — spanning empirical research data and high-performance market-data infrastructure:

FamaFrenchData.jl Pull data directly from the Ken French Data Library
NonparametricRegression.jl Local constant and local linear kernel regression
DatabentoBinaryEncoding.jl Read and write Databento Binary Encoding (DBN) for high-performance market data
DatabentoAPI.jl Julia client for the Databento Historical (HTTP) and Live (TCP) market-data APIs
duckdb-dbn DuckDB extension (C++) for reading Databento Binary Encoding (DBN) files